As hinkjc said, both ways would be the suggested route, especially since you will need to get the skin/leg color back to yellow on the Cochin side. Plus it gives you better genetic diversity. Select the f1's with the best Cochin traits and go from there. True the Orps and Cochins are both large and have abundant fluff, but it will take a while to breed the cushion back in so you wind up with Cochin type vs. a flat backed feather legged bird with stiff tail feathers. I am working a similar project on the bantam side. The self-blue birds I started with were Cochins only in the sense that they had single combs and some scant leg/foot feathering. In two generations they have improved immensely and I did get some yellow legged birds in the f2 generation. Hatching f3's now split back to Blacks again.